Re: fx derivatives book

Posted by Srinivasan Rajasekaran on Jul 12, 2002; 3:04am
URL: http://quantlib.414.s1.nabble.com/fx-derivatives-book-tp2108p2109.html

Hello everyone,

 

Coming to the issue of Fx derivatives book. I just started using Lipton's book. It is a nice book and has nice introduction on the tools and techniques. You wont be disappointed in buying the book.

 

The introduction on Mathematics and further topics on for example deviations from Black-Scholes been treated very nicely. At least I liked it very much.

 

Have fun with it.

 

Nivas

 

----- Original Message -----

From: Ilja Chagalov

Sent: 11 July 2002 08:29

To: [hidden email]

Subject: [Quantlib-users] fx derivatives book

 

Hello!

Can anybody recommend me a good book about foreign exchange derivatives?
The main criterion for me is it's practical usefullness: it should contain
details, which are relevant for software implementation.

Thanks,
Ilja



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